scholarly journals Partial stabilizability and hidden convexity of indefinite LQ problem

2016 ◽  
Vol 6 (3) ◽  
pp. 221-239
Author(s):  
Mustapha Rami
Keyword(s):  
Hidden Convexity ◽  
Lq Problem

On optimisation programmes with hidden convexity

2015 ◽  
Author(s):  
Aivar Sootla
Keyword(s):  
Hidden Convexity

On the Positive LQ-Problem for Linear Continuous-Time Systems

2006 ◽  
pp. 295-302 ◽  
Author(s):  
M. Laabissi ◽  
J. J. Winkin ◽  
Ch. Beauthier
Keyword(s):  
Continuous Time ◽  
Continuous Time Systems ◽  
Lq Problem ◽  
Time Systems

scholarly journals Time-Inconsistent Mean-Field Stochastic LQ Problem: Open-Loop Time-Consistent Control

2018 ◽  
Vol 63 (9) ◽  
pp. 2771-2786 ◽  
Author(s):  
Yuan-Hua Ni ◽  
Ji-Feng Zhang ◽  
Miroslav Krstic
Keyword(s):  
Mean Field ◽  
Open Loop ◽  
Time Inconsistent ◽  
Lq Problem

On the utopian approach to the multiobjective LQ problem

1993 ◽  
Vol 14 (2) ◽  
pp. 111-124 ◽  
Author(s):  
Giuseppe De Nicolao ◽  
Arturo Locatelli
Keyword(s):  
Lq Problem

Linear Quadratic Optimal Control Via Fourier-Based State Parameterization

1991 ◽  
Vol 113 (2) ◽  
pp. 206-215 ◽  
Author(s):  
V. Yen ◽  
M. Nagurka
Keyword(s):  
Optimal Control ◽  
Quadratic Programming ◽  
Programming Problem ◽  
Quadratic Programming Problem ◽  
Necessary Condition ◽  
Mathematical Programming Problem ◽  
Linear Quadratic ◽  
Linear Algebraic Equations ◽  
Linearly Constrained ◽  
Lq Problem

A method for determining the optimal control of unconstrained and linearly constrained linear dynamic systems with quadratic performance indices is presented. The method is based on a modified Fourier series approximation of each state variable that converts the linear quadratic (LQ) problem into a mathematical programming problem. In particular, it is shown that an unconstrained LQ problem can be cast as an unconstrained quadratic programming problem where the necessary condition of optimality is derived as a system of linear algebraic equations. Furthermore, it is shown that a linearly constrained LQ problem can be converted into a general quadratic programming problem. Simulation studies for constrained LQ systems, including a bang-bang control problem, demonstrate that the approach is accurate. The results also indicate that in solving high order unconstrained LQ problems the approach is computationally more efficient and robust than standard methods.

Singular LQ problem for nonregular descriptor systems

2002 ◽  
Vol 47 (7) ◽  
pp. 1128-1133 ◽  
Author(s):  
Jiandong Zhu ◽  
Shuping Ma ◽  
Zhaolin Cheng
Keyword(s):  
Descriptor Systems ◽  
Lq Problem
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